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Nightmare Fuel: I, Claudius
Caligula. What he does to his sister Drusilla (cutting her open and eating her unborn child, all while assuring her that it won't hurt) is disturbing enough, but at least happens offscreen, and the audience doesn't see the result. His cousin Gemellus, on the other hand... Gemellus has a weak chest, and won't stop coughing. Caligula finds this incredibly aggravating, and eventually sends him to his room in the middle of dinner, but insists later that evening, when Claudius comes to see him, that he can still hear him coughing. Midway through their conversation, he says that it has finally stopped, much to his relief. Shortly, they are interrupted by Macro... carrying Gemellus' severed head. Which is so mutiliated that Claudius doesn't recognise it. And Gemellus is only twelve years old. What makes the whole thing even worse is that Caligula really was that batshit insane.
We do see Caligula come out with blood on his mouth and telling Claudius 'Don't go in there.' Claudius looks in, then looks revolted. And this is the toned-down version of the scene.
While Caligula's actions post-apotheosis are horrifying, the lead-up to his mental breakdown takes the cake for creepiness. He is in a meeting with the senators as he starts changing the topic suddenly, repeating things he's already said, and complaining about a headache that is like "a galloping in his head" - and as the scene proceeds, the viewers can hear the sound of galloping horses, too. Eventually, he collapses on the floor, screaming in pain and begging Augustus (whom he believes is invading his mind) to make it stop. It's enough to make you feel sorry for him. The galloping sound effect returns later when he is cutting up Drusilla, only to resolve into the sound of Claudius who is desperately banging on the door.
The description of Tiberius' actions at his villa is horrific. A woman describes how she was raped by him when she offered herself in place of her daughter and kills herself.
When Sejanus is overthrown, Livilla - whom he conspired with - is locked in her room by her own mother and left to starve to death, screaming to be let out. What's even worse is that Antonia tortures herself by sitting outside the locked room, listening to her daughter's cries, since that's her own punishment for giving birth to such a monstrous woman.